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SLTY vs. IWMI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SLTY vs. IWMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Ultra Short Option Income Strategy ETF (SLTY) and NEOS Russell 2000 High Income ETF (IWMI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SLTY achieves a -6.01% return, which is significantly lower than IWMI's 13.36% return.


SLTY

1D
0.65%
1M
-1.73%
YTD
-6.01%
6M
-5.54%
1Y
3Y*
5Y*
10Y*

IWMI

1D
-1.02%
1M
3.18%
YTD
13.36%
6M
13.24%
1Y
34.38%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLTY vs. IWMI - Yearly Performance Comparison


Correlation

The correlation between SLTY and IWMI is -0.62, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 22, 2025

-0.62

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Return for Risk

SLTY vs. IWMI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SLTY

IWMI
IWMI Risk / Return Rank: 7373
Overall Rank
IWMI Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IWMI Sortino Ratio Rank: 6969
Sortino Ratio Rank
IWMI Omega Ratio Rank: 6666
Omega Ratio Rank
IWMI Calmar Ratio Rank: 7979
Calmar Ratio Rank
IWMI Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SLTY vs. IWMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Ultra Short Option Income Strategy ETF (SLTY) and NEOS Russell 2000 High Income ETF (IWMI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SLTY vs. IWMI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SLTYIWMIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.33

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.19

1.04

-2.23

Drawdowns

SLTY vs. IWMI - Drawdown Comparison

The maximum SLTY drawdown since its inception was -20.88%, smaller than the maximum IWMI drawdown of -23.88%. Use the drawdown chart below to compare losses from any high point for SLTY and IWMI.


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Drawdown Indicators


SLTYIWMIDifference

Max Drawdown

Largest peak-to-trough decline

-20.88%

-23.88%

+3.00%

Max Drawdown (1Y)

Largest decline over 1 year

-8.40%

Current Drawdown

Current decline from peak

-17.45%

-1.02%

-16.43%

Average Drawdown

Average peak-to-trough decline

-13.72%

-4.12%

-9.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

Volatility

SLTY vs. IWMI - Volatility Comparison


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Volatility by Period


SLTYIWMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

Volatility (6M)

Calculated over the trailing 6-month period

10.74%

Volatility (1Y)

Calculated over the trailing 1-year period

18.42%

14.84%

+3.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.42%

17.89%

+0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.42%

17.89%

+0.53%

SLTY vs. IWMI - Expense Ratio Comparison

SLTY has a 1.24% expense ratio, which is higher than IWMI's 0.68% expense ratio.


Dividends

SLTY vs. IWMI - Dividend Comparison

SLTY's dividend yield for the trailing twelve months is around 74.24%, more than IWMI's 13.52% yield.


PositionTTM20252024
IWMI
NEOS Russell 2000 High Income ETF
13.52%14.05%8.78%
SLTY
YieldMax Ultra Short Option Income Strategy ETF
74.24%29.68%0.00%

Frequently Asked Questions


SLTY and IWMI have a correlation of -0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IWMI is cheaper at 0.68% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IWMI is cheaper with a 0.68% expense ratio, compared with 1.24% for SLTY.

SLTY has the higher dividend yield at 74.24%, compared with 13.52% for IWMI.

They also come from different issuers: YieldMax and Neos. Their fees differ too: 1.24% for SLTY and 0.68% for IWMI.

Portfolio Optimizer

Find the right allocation for SLTY and IWMI

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